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Market Profile Exploring the Auction Theory

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Old 22-06-2014, 10:45 PM
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I have started reding Steildmayer and Dalton's book on Market Profile.

I have created my first profile graphic today, based upon session of Friday, 20 June 2014. The TPO size is 15 mins. Please let me know if it looks correct to you. I am posting this to make sure that my software is charting it correctly. I have no source to compare actually.

The fairest price is manually(visually calculated). I am not trying to code the 70% value area calculations.
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Old 24-06-2014, 01:04 AM
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NSE NIFTY INDEX, 23 June 2014, 30 mins, Open at 7514.25
(1) 7535 A
(1) 7534 A
(1) 7533 A
(1) 7532 A
(1) 7531 A
(1) 7530 A
(1) 7529 A
(1) 7528 A
(1) 7527 A
(1) 7526 A
(2) 7525 AB
(2) 7524 AB
(2) 7523 AB
(2) 7522 AB
(2) 7521 AB
(2) 7520 AB
(2) 7519 AB
(2) 7518 AB
(2) 7517 AB
(2) 7516 AB
(2) 7515 AB
(2) 7514 AB
(2) 7513 AB
(3) 7512 ABM
(3) 7511 ABM
(3) 7510 ABM
(2) 7509 BM
(2) 7508 BM
(2) 7507 BM
(2) 7506 BM
(2) 7505 BM
(2) 7504 BM
(3) 7503 BLM
(4) 7502 BELM
(5) 7501 BEFLM
(5) 7500 BEFLM
(5) 7499 BEFLM
(5) 7498 BEFLM
(5) 7497 BEFLM
(6) 7496 BCEFLM
(5) 7495 BCEFL
(5) 7494 BCEFL
(6) 7493 BCDEFL
(6) 7492 BCDEFL
(6) 7491 BCDEFL
(6) 7490 BCDEFL
(6) 7489 BCDEFL
(6) 7488 BCDEFL
(6) 7487 BCDEFL
(6) 7486 BCDEFL
(6) 7485 BCDEFL
(6) 7484 BCDEFL
(6) 7483 BCDEFL
(6) 7482 BCDEFL
(7) 7481 BCDEFKL
(6) 7480 CDEFKL
(6) 7479 CDEFKL
(6) 7478 CDEFKL
(6) 7477 CDFGKL
(6) 7476 CDFGKL
(6) 7475 CDFGKL
(6) 7474 CDFGKL
(7) 7473 CDFGJKL
(6) 7472 CFGJKL
(5) 7471 CGJKL
(5) 7470 CGJKL
(4) 7469 GJKL
(5) 7468 GIJKL
(5) 7467 GIJKL
(6) 7466 GHIJKL
(6) 7465 GHIJKL
(6) 7464 GHIJKL
(6) 7463 GHIJKL
(6) 7462 GHIJKL
(6) 7461 GHIJKL
(6) 7460 GHIJKL
(5) 7459 GHIJL
(4) 7458 HIJL
(4) 7457 HIJL
(4) 7456 HIJL
(3) 7455 HJL
(3) 7454 HJL
(3) 7453 HJL
(2) 7452 HL
(2) 7451 HL
(2) 7450 HL
(2) 7449 HL
(2) 7448 HL
(2) 7447 HL
(2) 7446 HL
(1) 7445 L
(1) 7444 L
(1) 7443 L
(1) 7442 L
Total TPOs in profile graphic: 349 70% of it = 245

Last edited by bunny; 24-06-2014 at 01:16 AM.
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Old 24-06-2014, 01:15 AM
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NIFTY NEAR EXPIRY(26 June 2013). Chart date: 23 June 2014. Open at 7544. TPO size 30 mins.
(1) 7550 A
(1) 7549 A
(1) 7548 A
(1) 7547 A
(1) 7546 A
(1) 7545 A
(2) 7544 AB
(2) 7543 AB
(2) 7542 AB
(2) 7541 AB
(2) 7540 AB
(2) 7539 AB
(2) 7538 AB
(2) 7537 AB
(2) 7536 AB
(2) 7535 AB
(2) 7534 AB
(2) 7533 AB
(1) 7532 B
(1) 7531 B
(1) 7530 B
(1) 7529 B
(1) 7528 B
(1) 7527 B
(1) 7526 B
(1) 7525 B
(1) 7524 B
(1) 7523 B
(1) 7522 B
(1) 7521 B
(3) 7520 BEM
(3) 7519 BEM
(4) 7518 BEFM
(4) 7517 BEFM
(4) 7516 BEFM
(4) 7515 BEFM
(5) 7514 BEFLM
(6) 7513 BCEFLM
(6) 7512 BCEFLM
(6) 7511 BCEFLM
(7) 7510 BCDEFLM
(7) 7509 BCDEFLM
(7) 7508 BCDEFLM
(7) 7507 BCDEFLM
(6) 7506 BCDEFL
(6) 7505 BCDEFL
(6) 7504 BCDEFL
(6) 7503 BCDEFL
(7) 7502 BCDEFKL
(7) 7501 BCDEFKL
(7) 7500 BCDEFKL
(7) 7499 BCDEFKL
(8) 7498 BCDEFGKL
(8) 7497 CDEFGJKL
(8) 7496 CDEFGJKL
(8) 7495 CDEFGJKL
(7) 7494 CDFGJKL
(7) 7493 CDGIJKL
(8) 7492 CDGHIJKL
(8) 7491 CDGHIJKL
(8) 7490 CDGHIJKL
(7) 7489 CGHIJKL
(7) 7488 CGHIJKL
(7) 7487 CGHIJKL
(6) 7486 GHIJKL
(6) 7485 GHIJKL
(6) 7484 GHIJKL
(6) 7483 GHIJKL
(6) 7482 GHIJKL
(5) 7481 GHIJL
(5) 7480 GHIJL
(4) 7479 GHJL
(3) 7478 GHL
(2) 7477 HL
(2) 7476 HL
(2) 7475 HL
(2) 7474 HL
(2) 7473 HL
(2) 7472 HL
(2) 7471 HL
(2) 7470 HL
(2) 7469 HL
(2) 7468 HL
(2) 7467 HL
(2) 7466 HL
(1) 7465 L
Total TPOs in profile graphic: 330 70% of it = 231

Last edited by bunny; 24-06-2014 at 01:39 AM.
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Old 24-06-2014, 01:20 AM
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NIFTY NEAR EXPIRY(26 June 2013). Chart date: 23 June 2014. Open at 7544. TPO size 15 mins.
(1) 7550 A
(1) 7549 A
(1) 7548 A
(1) 7547 A
(1) 7546 A
(1) 7545 A
(3) 7544 ABC
(3) 7543 ABC
(3) 7542 ABC
(3) 7541 ABC
(3) 7540 ABC
(3) 7539 ABC
(3) 7538 ABC
(3) 7537 ABC
(3) 7536 ABC
(4) 7535 ABCD
(4) 7534 ABCD
(4) 7533 ABCD
(2) 7532 CD
(2) 7531 CD
(2) 7530 CD
(2) 7529 CD
(1) 7528 D
(1) 7527 D
(1) 7526 D
(1) 7525 D
(1) 7524 D
(1) 7523 D
(1) 7522 D
(1) 7521 D
(3) 7520 DJY
(3) 7519 DJY
(4) 7518 DJKY
(4) 7517 DJKY
(4) 7516 DJKY
(4) 7515 DJKY
(5) 7514 DJKXY
(6) 7513 DEJKXY
(6) 7512 DEJKXY
(6) 7511 DEJKXY
(7) 7510 DEHJKXY
(7) 7509 DEHJKXY
(9) 7508 DEFHIJKXY
(10) 7507 DEFGHIJKXY
(10) 7506 DEFGHIJKLX
(10) 7505 DEFGHIJKLX
(9) 7504 DEFGHIJLX
(9) 7503 DEFGHIJLX
(10) 7502 DEFGHIJLVX
(9) 7501 DEFGHILVX
(9) 7500 DEFGHILVX
(8) 7499 DEFHILVX
(9) 7498 DEFHILMVX
(10) 7497 EFHILMTUVX
(11) 7496 EFHILMSTUVX
(11) 7495 EFHILMSTUVX
(10) 7494 EFHLMSTUVX
(10) 7493 EFHMQSTUVX
(12) 7492 EFHMNPQSTUVX
(13) 7491 EFHMNPQRSTUVX
(13) 7490 EFHMNPQRSTUVX
(12) 7489 EFMNPQRSTUVX
(13) 7488 EFMNPQRSTUVWX
(12) 7487 EFMNPQRSUVWX
(10) 7486 MNPQRSUVWX
(11) 7485 MNOPQRSUVWX
(10) 7484 MNOPQRSUWX
(10) 7483 MNOPQRSUWX
(9) 7482 MOPQRSUWX
(7) 7481 MOPRSWX
(7) 7480 MOPRSWX
(6) 7479 MOPSWX
(5) 7478 MOPWX
(4) 7477 OPWX
(4) 7476 OPWX
(3) 7475 OPW
(3) 7474 OPW
(2) 7473 PW
(2) 7472 PW
(2) 7471 PW
(2) 7470 PW
(2) 7469 PW
(2) 7468 PW
(2) 7467 PW
(2) 7466 PW
(1) 7465 W
Total TPOs in profile graphic: 455 70% of it = 319

Last edited by bunny; 24-06-2014 at 01:39 AM.
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Old 24-06-2014, 12:43 PM
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Why dont you use some charting applications to plot, like Mkt Delta, Amibroker , Ninja etc
you can have all the important reference points visually as well, like IB, POC, VAH, VAL etc.
give a shot.
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Old 24-06-2014, 01:52 PM
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Originally Posted by NT View Post
Why dont you use some charting applications to plot, like Mkt Delta, Amibroker , Ninja etc
you can have all the important reference points visually as well, like IB, POC, VAH, VAL etc.
give a shot.

Because of the cost. Can you suggest what would be a good charting package with feed within a small budget?
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Old 24-06-2014, 01:58 PM
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And yes, I am trying to evaluate whether MP is suitable for me. I am not trading live at the moment.
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Old 24-06-2014, 02:41 PM
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bHAI ITNI MEHNAT KI TO NEECHE YE BHI LIKH DETE ISKO PADHTE KAISE HAIN AUR NICHOD KYA HAI
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Old 24-06-2014, 06:05 PM
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Originally Posted by praveen taneja View Post
bHAI ITNI MEHNAT KI TO NEECHE YE BHI LIKH DETE ISKO PADHTE KAISE HAIN AUR NICHOD KYA HAI

nai aataa meko
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Old 24-06-2014, 07:58 PM
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Originally Posted by bunny View Post
nai aataa meko

Jai Ho
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